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SITC vs. AGNC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SITC vs. AGNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SITE Centers Corp. (SITC) and AGNC Investment Corp. (AGNC). The values are adjusted to include any dividend payments, if applicable.

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SITC vs. AGNC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SITC
SITE Centers Corp.
-15.89%-15.13%46.42%5.13%-10.48%61.35%-26.18%34.28%-14.67%-36.34%
AGNC
AGNC Investment Corp.
-3.30%34.92%8.90%10.14%-21.65%5.20%-1.78%13.31%-2.46%23.73%

Fundamentals

EPS

SITC:

$0.72

AGNC:

$1.58

PE Ratio

SITC:

7.53

AGNC:

6.34

PEG Ratio

SITC:

0.21

AGNC:

0.02

PS Ratio

SITC:

5.43

AGNC:

5.52

Total Revenue (TTM)

SITC:

$52.14M

AGNC:

$1.92B

Gross Profit (TTM)

SITC:

$25.11M

AGNC:

$1.92B

EBITDA (TTM)

SITC:

$102.37M

AGNC:

$4.52B

Returns By Period

In the year-to-date period, SITC achieves a -15.89% return, which is significantly lower than AGNC's -3.30% return. Over the past 10 years, SITC has underperformed AGNC with an annualized return of -2.68%, while AGNC has yielded a comparatively higher 6.24% annualized return.


SITC

1D
1.89%
1M
-12.34%
YTD
-15.89%
6M
-21.18%
1Y
-15.00%
3Y*
6.54%
5Y*
2.92%
10Y*
-2.68%

AGNC

1D
3.19%
1M
-9.42%
YTD
-3.30%
6M
9.62%
1Y
20.96%
3Y*
15.83%
5Y*
2.95%
10Y*
6.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SITC vs. AGNC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SITC
SITC Risk / Return Rank: 1919
Overall Rank
SITC Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SITC Sortino Ratio Rank: 1818
Sortino Ratio Rank
SITC Omega Ratio Rank: 1919
Omega Ratio Rank
SITC Calmar Ratio Rank: 2525
Calmar Ratio Rank
SITC Martin Ratio Rank: 1616
Martin Ratio Rank

AGNC
AGNC Risk / Return Rank: 6969
Overall Rank
AGNC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AGNC Sortino Ratio Rank: 6464
Sortino Ratio Rank
AGNC Omega Ratio Rank: 6565
Omega Ratio Rank
AGNC Calmar Ratio Rank: 6969
Calmar Ratio Rank
AGNC Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SITC vs. AGNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SITE Centers Corp. (SITC) and AGNC Investment Corp. (AGNC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SITCAGNCDifference

Sharpe ratio

Return per unit of total volatility

-0.51

0.92

-1.43

Sortino ratio

Return per unit of downside risk

-0.56

1.29

-1.85

Omega ratio

Gain probability vs. loss probability

0.93

1.18

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.51

1.24

-1.75

Martin ratio

Return relative to average drawdown

-1.29

4.12

-5.41

SITC vs. AGNC - Sharpe Ratio Comparison

The current SITC Sharpe Ratio is -0.51, which is lower than the AGNC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SITC and AGNC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SITCAGNCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

0.92

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.12

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.25

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.42

-0.35

Correlation

The correlation between SITC and AGNC is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SITC vs. AGNC - Dividend Comparison

SITC's dividend yield for the trailing twelve months is around 125.00%, more than AGNC's 14.36% yield.


TTM20252024202320222021202020192018201720162015
SITC
SITE Centers Corp.
125.00%105.14%1.33%4.99%3.81%2.97%2.47%5.71%45.26%8.48%4.98%4.10%
AGNC
AGNC Investment Corp.
14.36%13.43%15.64%14.68%13.91%9.57%10.00%11.31%12.31%10.70%12.69%14.30%

Drawdowns

SITC vs. AGNC - Drawdown Comparison

The maximum SITC drawdown since its inception was -97.77%, which is greater than AGNC's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for SITC and AGNC.


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Drawdown Indicators


SITCAGNCDifference

Max Drawdown

Largest peak-to-trough decline

-97.77%

-54.56%

-43.21%

Max Drawdown (1Y)

Largest decline over 1 year

-26.64%

-18.71%

-7.93%

Max Drawdown (5Y)

Largest decline over 5 years

-39.35%

-54.56%

+15.21%

Max Drawdown (10Y)

Largest decline over 10 years

-82.17%

-54.56%

-27.61%

Current Drawdown

Current decline from peak

-69.50%

-14.82%

-54.68%

Average Drawdown

Average peak-to-trough decline

-53.06%

-13.60%

-39.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.53%

5.66%

+4.87%

Volatility

SITC vs. AGNC - Volatility Comparison

The current volatility for SITE Centers Corp. (SITC) is 7.90%, while AGNC Investment Corp. (AGNC) has a volatility of 9.62%. This indicates that SITC experiences smaller price fluctuations and is considered to be less risky than AGNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SITCAGNCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

9.62%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

18.79%

15.08%

+3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

29.44%

22.95%

+6.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.82%

25.72%

+9.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.82%

25.31%

+16.51%

Financials

SITC vs. AGNC - Financials Comparison

This section allows you to compare key financial metrics between SITE Centers Corp. and AGNC Investment Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-2.00B-1.00B0.001.00B2.00B3.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
27.10M
1.26B
(SITC) Total Revenue
(AGNC) Total Revenue
Values in USD except per share items